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~isPartOf:"Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business"
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Swap
4
Option pricing theory
2
Optionspreistheorie
2
Yield curve
2
Zinsstruktur
2
Bermudan Swaptions
1
Credit risk
1
Derivat
1
Derivative
1
Geldmarkt
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Interest rate derivative
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Kreditrisiko
1
Money market
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Option trading
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Optionsgeschäft
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Structured product
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Strukturiertes Produkt
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Theorie
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Shin Jensen, Malene
2
Svenstrup, Mikkel
2
Asmussen, Søren
1
Huge, Brian
1
Lando, David
1
Madan, Dilip B.
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Postorius, M.
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Centre for Analytical Finance <Århus>
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Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
International journal of theoretical and applied finance
43
The journal of derivatives : the official publication of the International Association of Financial Engineers
29
Journal of banking & finance
26
NBER working paper series
24
The journal of fixed income
24
Applied mathematical finance
23
The journal of financial crises
22
International review of financial analysis
21
The journal of futures markets
20
Working paper / National Bureau of Economic Research, Inc.
19
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Journal of financial economics
17
NBER Working Paper
17
The journal of computational finance
17
Journal of international financial markets, institutions & money
15
Review of derivatives research
15
Finance research letters
14
International review of economics & finance : IREF
14
European journal of operational research : EJOR
13
Finance and stochastics
13
Research paper series / Swiss Finance Institute
13
Staff working papers / Bank of England
13
The journal of finance : the journal of the American Finance Association
13
Management science : journal of the Institute for Operations Research and the Management Sciences
12
Journal of financial and quantitative analysis : JFQA
11
Journal of international money and finance
11
Journal of securities operations & custody
11
Applied economics
10
Discussion papers / CEPR
10
European financial management : the journal of the European Financial Management Association
10
The European journal of finance
10
The North American journal of economics and finance : a journal of financial economics studies
10
The review of financial studies
10
Discussion paper / Centre for Economic Policy Research
9
Economics letters
9
International journal of financial engineering
9
Journal of financial services research : JFSR
9
Swiss Finance Institute Research Paper
9
The journal of investment compliance
9
Applied economics letters
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ECONIS (ZBW)
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1
Pricing equity default swaps under the CGMY Lévy model
Asmussen, Søren
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003093868
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2
Optimal allocation of simulation paths in the primal-dual algorithm
Shin Jensen, Malene
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002551370
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3
Efficient control variates and strategies for Bermudean swaptions in a Libor market model
Shin Jensen, Malene
(
contributor
); …
-
2003
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001748910
Saved in:
4
Swap pricing with two-sided default risk in a rating-based model
Huge, Brian
;
Lando, David
-
1999
Persistent link: https://www.econbiz.de/10001369623
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